NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 95.35 94.89 -0.46 -0.5% 96.44
High 95.65 95.94 0.29 0.3% 97.06
Low 93.99 94.64 0.65 0.7% 93.99
Close 94.83 95.91 1.08 1.1% 95.91
Range 1.66 1.30 -0.36 -21.7% 3.07
ATR 1.21 1.22 0.01 0.5% 0.00
Volume 15,447 14,857 -590 -3.8% 64,400
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 99.40 98.95 96.63
R3 98.10 97.65 96.27
R2 96.80 96.80 96.15
R1 96.35 96.35 96.03 96.58
PP 95.50 95.50 95.50 95.61
S1 95.05 95.05 95.79 95.28
S2 94.20 94.20 95.67
S3 92.90 93.75 95.55
S4 91.60 92.45 95.20
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 104.86 103.46 97.60
R3 101.79 100.39 96.75
R2 98.72 98.72 96.47
R1 97.32 97.32 96.19 96.49
PP 95.65 95.65 95.65 95.24
S1 94.25 94.25 95.63 93.42
S2 92.58 92.58 95.35
S3 89.51 91.18 95.07
S4 86.44 88.11 94.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.06 93.99 3.07 3.2% 1.35 1.4% 63% False False 12,880
10 97.31 93.99 3.32 3.5% 1.21 1.3% 58% False False 14,184
20 97.31 93.99 3.32 3.5% 1.13 1.2% 58% False False 18,523
40 97.31 88.11 9.20 9.6% 1.19 1.2% 85% False False 21,080
60 97.31 88.11 9.20 9.6% 1.24 1.3% 85% False False 19,468
80 97.31 84.84 12.47 13.0% 1.31 1.4% 89% False False 17,332
100 97.31 84.84 12.47 13.0% 1.27 1.3% 89% False False 15,676
120 97.31 84.84 12.47 13.0% 1.22 1.3% 89% False False 14,237
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.47
2.618 99.34
1.618 98.04
1.000 97.24
0.618 96.74
HIGH 95.94
0.618 95.44
0.500 95.29
0.382 95.14
LOW 94.64
0.618 93.84
1.000 93.34
1.618 92.54
2.618 91.24
4.250 89.12
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 95.70 95.60
PP 95.50 95.28
S1 95.29 94.97

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These figures are updated between 7pm and 10pm EST after a trading day.

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